Step 1) First pick out the material your going to use for your wall, im using a scrap piece of foamcore.
Step 2) Next is to cut and shape it how you want
Step 3) Now since im spraying it with black primer im going to use this

woodland scenics foam putty real good stuff. its made to provide a "skin" over exposed foam, once applied you will want to wait at least a hour to dry( another good thing about this is that it dries really quick ). making sure you have covered all the foam areas, you can use your finger or x-acto knife like i like to do.
Step 4) Now for all you aspiring masons/bricklayers time to get your brick. what i like to use is those subscription cards you get in magazines. they have just the right thickness to pop out off the wall, so cut them into strips

it doesnt matter if there even or not then cut them into small rectangular shapes
Step 5) Now once the foam putty has dried you can start your brick pattern using elmers or white glue. your going to have to cut some of your rectangle cards in half to fit at the ends, when done with each row go over it with more glue to keep the ends of the card from popping up, and when your done it should look something like this

now for the other side
Step 6) when done base coat it and glue it to your base.
Step 7) Time to paint, im using codex grey as my foundation, then a drybruch of fortress grey, space wolves grey, bleached bone, then skull white.
Then add the final details to your base and your done. enjoy